Ingo Wiegand

Darmstadt University of Technology

Universitaets- und Landesbibliothek Darmstadt

Magdalenenstrasse 8

Darmstadt, Hesse D-64289

Germany

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A PIN Per Day Shows What News Convey – The Intraday Probability of Informed Trading

Number of pages: 75 Posted: 26 Aug 2013
Macquarie Graduate School of Management, Darmstadt University of Technology - Chair for Corporte Finance, Darmstadt University of Technology and Darmstadt University of Technology
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Abstract:

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Capital Markets, Probability of Informed Trading, High-Frequency Trading, Insider Trading Regulation, Event Study